A direct approach to derive dependence properties among components of multi-dimensional stochastic processes has been discussed by N. Ebrahimi (1994, J. Multivariate Anal.50, 55-67). Dependence properties among hitting times involving multi-dimensional stochastic processes has been initiated by...

One of the advantages for the varying-coefficient model is to allow the coefficients to vary as smooth functions of other variables and the model can be estimated easily through a simple local quasi-likelihood method. This leads to a simple one-step estimation procedure. We show that such a...

Let X be a random vector taking values in d, let Y be a bounded random variable, and let C be a right censoring random variable operating on Y. It is assumed that C is independent of (X, Y), the distribution function of C is continuous, and the support of the distribution of Y is a proper...

We prove that the power function of the likelihood ratio test for MANOVA attains its minimum when the rank of the location parameter matrix [Theta] decreases from s to 1. This provides a theoretical justification of a result that is known in the literature based only on numerical studies.

Measures of association are introduced for Hilbertian subspaces, that are defined by a few axioms and are shown to be symmetric nondecreasing functions of the canonical coefficients. When particular subspaces are considered, classical measures of association are obtained as particular cases....

This paper considers large sample inference for the regression parameter in a partly linear model for right censored data. We introduce an estimated empirical likelihood for the regression parameter and show that its limiting distribution is a mixture of central chi-squared distributions. A...

We consider the problem of estimating regression models of two-dimensional random fields. Asymptotic properties of the least squares estimator of the linear regression coefficients are studied for the case where the disturbance is a homogeneous random field with an absolutely continuous spectral...

Penrose has given asymptotic results for the distribution of the longest edge of the minimal spanning tree and nearest neighbour graph for sets of multivariate uniformly or normally distributed points. We investigate the applicability of these results to samples of up to 100 points, in up to 10...

We consider the profile score function in models with smooth and parametric components. If local respectively weighted likelihood estimation is used for fitting the smooth component, the resulting profile likelihood estimate for the parametric component is asymptotically efficient as shown in T....

A discrete multivariate probability distribution for dependent random variables, which contains the Poisson and Geometric conditionals distributions as particular cases, is characterized by means of conditional expectations of arbitrary one-to-one functions. Independence of the random variables...